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GAA vs. ASET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAA vs. ASET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Asset Allocation ETF (GAA) and FlexShares Real Assets Allocation Index Fund (ASET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GAA

1D
-2.33%
1M
-1.58%
YTD
6.98%
6M
7.10%
1Y
17.83%
3Y*
13.29%
5Y*
6.12%
10Y*
7.57%

ASET

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAA vs. ASET - Yearly Performance Comparison


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Return for Risk

GAA vs. ASET — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GAA
GAA Risk / Return Rank: 6262
Overall Rank
GAA Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GAA Sortino Ratio Rank: 5656
Sortino Ratio Rank
GAA Omega Ratio Rank: 6161
Omega Ratio Rank
GAA Calmar Ratio Rank: 6666
Calmar Ratio Rank
GAA Martin Ratio Rank: 6666
Martin Ratio Rank

ASET

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GAA vs. ASET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Asset Allocation ETF (GAA) and FlexShares Real Assets Allocation Index Fund (ASET). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GAAASETDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.10

Martin ratioReturn relative to average drawdown

11.58

GAA vs. ASET - Sharpe Ratio Comparison


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Drawdowns

GAA vs. ASET - Drawdown Comparison

The maximum GAA drawdown since its inception was -26.57%, which is greater than ASET's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GAA and ASET.


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Drawdown Indicators


GAAASETDifference

Max Drawdown

Largest peak-to-trough decline

-26.57%

0.00%

-26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

Max Drawdown (10Y)

Largest decline over 10 years

-26.57%

Current Drawdown

Current decline from peak

-2.85%

0.00%

-2.85%

Average Drawdown

Average peak-to-trough decline

-3.84%

0.00%

-3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

Volatility

GAA vs. ASET - Volatility Comparison


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Volatility by Period


GAAASETDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

Volatility (1Y)

Calculated over the trailing 1-year period

9.56%

0.00%

+9.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.37%

0.00%

+11.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.12%

0.00%

+11.12%

GAA vs. ASET - Expense Ratio Comparison

GAA has a 0.41% expense ratio, which is lower than ASET's 0.57% expense ratio.


Dividends

GAA vs. ASET - Dividend Comparison

GAA's dividend yield for the trailing twelve months is around 3.67%, while ASET has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASET
FlexShares Real Assets Allocation Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAA
Cambria Global Asset Allocation ETF
3.67%4.24%3.88%3.73%6.05%4.21%2.73%3.32%3.01%2.36%2.82%2.49%

Frequently Asked Questions


On fees, GAA is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GAA is cheaper with a 0.41% expense ratio, compared with 0.57% for ASET.

GAA has the higher dividend yield at 3.67%, compared with 0.00% for ASET.

They also come from different issuers: Cambria and Northern Trust. Their fees differ too: 0.41% for GAA and 0.57% for ASET.

Portfolio Optimizer

Find the right allocation for GAA and ASET

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